CBOT 10-Year T-Note Future June 2008


Trading Metrics calculated at close of trading on 28-Dec-2007
Day Change Summary
Previous Current
27-Dec-2007 28-Dec-2007 Change Change % Previous Week
Open 111-165 112-065 0-220 0.6% 111-115
High 111-165 112-065 0-220 0.6% 112-065
Low 111-165 112-065 0-220 0.6% 110-275
Close 111-165 112-065 0-220 0.6% 112-065
Range
ATR 0-157 0-162 0-004 2.9% 0-000
Volume 17,943 23,634 5,691 31.7% 80,261
Daily Pivots for day following 28-Dec-2007
Classic Woodie Camarilla DeMark
R4 112-065 112-065 112-065
R3 112-065 112-065 112-065
R2 112-065 112-065 112-065
R1 112-065 112-065 112-065 112-065
PP 112-065 112-065 112-065 112-065
S1 112-065 112-065 112-065 112-065
S2 112-065 112-065 112-065
S3 112-065 112-065 112-065
S4 112-065 112-065 112-065
Weekly Pivots for week ending 28-Dec-2007
Classic Woodie Camarilla DeMark
R4 115-252 115-108 112-302
R3 114-142 113-318 112-183
R2 113-032 113-032 112-144
R1 112-208 112-208 112-104 112-280
PP 111-242 111-242 111-242 111-278
S1 111-098 111-098 112-026 111-170
S2 110-132 110-132 111-306
S3 109-022 109-308 111-267
S4 107-232 108-198 111-148
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112-065 110-275 1-110 1.2% 0-000 0.0% 100% True False 26,110
10 112-255 110-275 1-300 1.7% 0-002 0.0% 69% False False 54,735
20 113-100 110-275 2-145 2.2% 0-002 0.0% 55% False False 135,962
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Fibonacci Retracements and Extensions
4.250 112-065
2.618 112-065
1.618 112-065
1.000 112-065
0.618 112-065
HIGH 112-065
0.618 112-065
0.500 112-065
0.382 112-065
LOW 112-065
0.618 112-065
1.000 112-065
1.618 112-065
2.618 112-065
4.250 112-065
Fisher Pivots for day following 28-Dec-2007
Pivot 1 day 3 day
R1 112-065 111-313
PP 112-065 111-242
S1 112-065 111-170

These figures are updated between 7pm and 10pm EST after a trading day.

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